Over the last decade, there has been a growing interest in investigating agricultural commodity prices. We apply two more powerful smooth transition autoregressive models of the non-linear unit-root test - namely, the ESTAR model of Kapetanios et al. [Journal of Econometrics (2003)] and the LSTAR model of Leybourne, et a . [Journal of Time Series Analysis (1998)] - with a view to investigating non-linear stationarity for the retail prices of 8 major kinds of fruit and 18 major kinds of vegetable in Taiwan. The empirical evidence clearly finds that the Kapetanios et al. model provides solid, substantive evidence in favor of a non-linear mean-reverting adjustment for the individual price of 4 kinds of fruit and 5 kinds of vegetable. However, when we employ the Leybourne et al. model, we find that any such similar evidence of non-linear stationarity is considerably weaker. Finally, compared with the traditional linear unit root tests, it is important to note here that, all in all, the non-linear unit root tests do indeed provide much more evidence of the stationarity, albeit to varying degrees. This paper offers some policy implications.